**** ROBUSTNESS CHECK: THIS PROGRAM ESTIMATES 
**** AN UNCONSTRAINED DYNAMIC STATE-DEPENDENT MODEL 
**** WITHOUT YEAR DUMMIES  ****

. 
. /*** UNCONSTRAINED DYNAMIC MODELS WITH LAGGED REGRESSORS  **/
. /** Ordered Probit "� la Rivers-Vuong/Wooldridge" with random effects **/
. 
. reoprob  evprpf evprmp evprmp_l1 evprmp_l2 evprmp_l3 cum_evprmp_l123 ///
>                 isalmtot2 isalmtot2_l1 isalmtot2_l2 isalmtot2_l3 cum_isalmtot_l123  ///
>                 evpro evpro_l1  evpro_l2  evpro_l3  cum_evpro_l123   ///
>                 txipp2 txipp2_l1 txipp2_l2 txipp2_l3 cum_ipp2_l123  ///
>                 tva_2000 tva_2000_2 euro_2002 euro_2002_2 ///
>                 y_null res_evprmp  res_evprmp_l1 res_evprmp_l2 res_evprmp_l3 res_cum_evprmp_l123
>  ///
>                 res_isalmtot res_isalmtot_l1 res_isalmtot_l2 res_isalmtot_l3 res_cum_isalmtot_l1
> 23  ///
>                 res_evpro res_evpro_l1  res_evpro_l2  res_evpro_l3  res_cum_evpro_l123   ///
>                 res_txipp2_l1 res_txipp2_l2 res_txipp2_l3 res_cum_ipp2_l123  ///
>                     /*ind_DA*/ ind_db ind_dc ind_dd ind_de ind_dg ind_dh ind_di ///
>                    ind_dj ind_dk ind_dl ind_dm ind_dn ///
>                 ,  i(ident_stata)

Fitting constant-only model:

Iteration 0:   log likelihood = -31916.104  (not concave)
Iteration 1:   log likelihood = -30878.241  
Iteration 2:   log likelihood = -30720.459  
Iteration 3:   log likelihood = -30654.738  
Iteration 4:   log likelihood =  -30653.91  
Iteration 5:   log likelihood = -30653.908  

Fitting full model:

Iteration 0:   log likelihood = -29755.263  (not concave)
Iteration 1:   log likelihood = -29654.149  (not concave)
Iteration 2:   log likelihood = -29627.178  (not concave)
Iteration 3:   log likelihood = -29424.391  (not concave)
Iteration 4:   log likelihood = -29306.069  (not concave)
Iteration 5:   log likelihood = -29287.358  
Iteration 6:   log likelihood = -29122.022  
Iteration 7:   log likelihood = -28662.381  
Iteration 8:   log likelihood = -28445.869  
Iteration 9:   log likelihood = -28433.831  
Iteration 10:  log likelihood = -28433.692  
Iteration 11:  log likelihood = -28433.692  

Random Effects Ordered Probit                     Number of obs   =      50679
                                                  LR chi2(56)     =    4440.43
Log likelihood = -28433.692                       Prob > chi2     =     0.0000

---------------------------------------------------------------------------------------
               evprpf |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
----------------------+----------------------------------------------------------------
eq1                   |
               evprmp |   1.677866   .2988346     5.61   0.000     1.092161    2.263571
            evprmp_l1 |  -.3302801   .1428829    -2.31   0.021    -.6103254   -.0502347
            evprmp_l2 |  -.0522738    .060689    -0.86   0.389    -.1712221    .0666746
            evprmp_l3 |   .0856251   .0415085     2.06   0.039     .0042699    .1669804
      cum_evprmp_l123 |   .1671103   .0287652     5.81   0.000     .1107315    .2234891
            isalmtot2 |   .2286856    .040379     5.66   0.000     .1495442    .3078271
         isalmtot2_l1 |  -.0061145    .020487    -0.30   0.765    -.0462683    .0340394
         isalmtot2_l2 |  -.0326367   .0228202    -1.43   0.153    -.0773635    .0120901
         isalmtot2_l3 |  -.0637942   .0264065    -2.42   0.016      -.11555   -.0120384
    cum_isalmtot_l123 |  -.0024806   .0198987    -0.12   0.901    -.0414813      .03652
                evpro |   .0472685   .0591604     0.80   0.424    -.0686837    .1632206
             evpro_l1 |   .0315456   .0114934     2.74   0.006     .0090188    .0540723
             evpro_l2 |   .0392073   .0125262     3.13   0.002     .0146564    .0637581
             evpro_l3 |  -.0028982   .0146241    -0.20   0.843    -.0315608    .0257645
       cum_evpro_l123 |   .0547763   .0110372     4.96   0.000     .0331438    .0764088
               txipp2 |   .0798292   .0072595    11.00   0.000      .065601    .0940575
            txipp2_l1 |   .0663081   .0105118     6.31   0.000     .0457053    .0869108
            txipp2_l2 |    .039084   .0116239     3.36   0.001     .0163016    .0618664
            txipp2_l3 |   .0509148   .0124493     4.09   0.000     .0265147    .0753149
        cum_ipp2_l123 |   .0693837   .0085531     8.11   0.000     .0526199    .0861474
             tva_2000 |   .2056304   .0774799     2.65   0.008     .0537726    .3574882
           tva_2000_2 |  -.0563874   .0536843    -1.05   0.294    -.1616066    .0488319
            euro_2002 |  -.0089836   .0619091    -0.15   0.885    -.1303232    .1123561
          euro_2002_2 |   .1290169   .0231362     5.58   0.000     .0836708    .1743631
               y_null |   .0509209   .0215303     2.37   0.018     .0087224    .0931195
           res_evprmp |  -1.107045   .2990623    -3.70   0.000    -1.693196   -.5208933
        res_evprmp_l1 |   .0675815    .144864     0.47   0.641    -.2163467    .3515096
        res_evprmp_l2 |  -.0360057    .065368    -0.55   0.582    -.1641245    .0921132
        res_evprmp_l3 |  -.1124885   .0481729    -2.34   0.020    -.2069058   -.0180713
  res_cum_evprmp_l123 |  -.1596192   .0293801    -5.43   0.000    -.2172031   -.1020353
         res_isalmtot |  -.2405373   .0431777    -5.57   0.000    -.3251641   -.1559105
      res_isalmtot_l1 |   .0466494   .0360134     1.30   0.195    -.0239356    .1172345
      res_isalmtot_l2 |   .1349222   .0349093     3.86   0.000     .0665013    .2033432
      res_isalmtot_l3 |   .1012655   .0365444     2.77   0.006     .0296399    .1728912
res_cum_isalmtot_l123 |   .0086744   .0204537     0.42   0.671    -.0314141    .0487629
            res_evpro |   .0120896   .0596387     0.20   0.839    -.1048001    .1289794
         res_evpro_l1 |  -.0855576   .0207863    -4.12   0.000    -.1262981   -.0448172
         res_evpro_l2 |  -.0971235   .0197744    -4.91   0.000    -.1358806   -.0583663
         res_evpro_l3 |  -.0342243   .0207718    -1.65   0.099    -.0749363    .0064877
   res_cum_evpro_l123 |  -.0490083    .011792    -4.16   0.000    -.0721203   -.0258964
        res_txipp2_l1 |  -.1819963   .0191698    -9.49   0.000    -.2195685   -.1444242
        res_txipp2_l2 |  -.0721869   .0183039    -3.94   0.000    -.1080619   -.0363119
        res_txipp2_l3 |  -.1097841   .0183072    -6.00   0.000    -.1456657   -.0739026
    res_cum_ipp2_l123 |  -.0618329    .009143    -6.76   0.000    -.0797528    -.043913
               ind_db |  -.1919622   .0576627    -3.33   0.001     -.304979   -.0789454
               ind_dc |  -.0683865   .0833008    -0.82   0.412     -.231653      .09488
               ind_dd |  -.2318381   .0667142    -3.48   0.001    -.3625954   -.1010807
               ind_de |  -.0107356   .0470172    -0.23   0.819    -.1028876    .0814164
               ind_dg |  -.1083092   .0468258    -2.31   0.021     -.200086   -.0165324
               ind_dh |  -.2187508   .0516051    -4.24   0.000    -.3198949   -.1176067
               ind_di |  -.2330496   .0517589    -4.50   0.000    -.3344952    -.131604
               ind_dj |  -.1138932    .044241    -2.57   0.010    -.2006039   -.0271825
               ind_dk |  -.3102946   .0474765    -6.54   0.000    -.4033469   -.2172423
               ind_dl |  -.2736119   .0543383    -5.04   0.000     -.380113   -.1671107
               ind_dm |  -.3806408   .0509842    -7.47   0.000    -.4805681   -.2807136
               ind_dn |  -.1294892   .0601303    -2.15   0.031    -.2473424    -.011636
----------------------+----------------------------------------------------------------
_cut1                 |
                _cons |  -1.372017   .0327412   -41.90   0.000    -1.436189   -1.307845
----------------------+----------------------------------------------------------------
_cut2                 |
                _cons |   1.603821   .0329693    48.65   0.000     1.539202     1.66844
----------------------+----------------------------------------------------------------
rho                   |
                _cons |   .1319447   .0059873    22.04   0.000     .1202098    .1436795
---------------------------------------------------------------------------------------

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end of do-file

. exit, clear
